Stochastic Gradient Riemannian Langevin Dynamics on the Probability Simplex

Sam Patterson, Yee Whye Teh. Stochastic Gradient Riemannian Langevin Dynamics on the Probability Simplex. In Christopher J. C. Burges, Léon Bottou, Zoubin Ghahramani, Kilian Q. Weinberger, editors, Advances in Neural Information Processing Systems 26: 27th Annual Conference on Neural Information Processing Systems 2013. Proceedings of a meeting held December 5-8, 2013, Lake Tahoe, Nevada, United States. pages 3102-3110, 2013. [doi]

Abstract

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